+30.8%
BIL vs CAG
+52.0%
-21.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | -1.8% | +1.8% | +0.1% |
| 30D | 0.0% | +9.7% | -9.7% | 0.0% |
| 3M | +0.6% | +0.5% | +0.1% | +0.6% |
| 6M | +1.5% | +8.9% | -7.4% | +1.5% |
| YTD | +2.8% | -8.4% | +11.2% | +2.8% |
| 1Y | +3.3% | -8.3% | +11.7% | +3.3% |
| 3Y | +13.4% | -36.1% | +49.5% | +13.4% |
| 5Y | +19.8% | -40.1% | +60.0% | +19.8% |
| 10Y | +25.7% | -36.9% | +62.6% | +25.7% |
| All | +30.8% | +52.0% | -21.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling